... regimes of a relationship between two or more variables. In Hansen's (1999) model, the transition from one regime to another is abrupt. E23 F21 F30 L96 O55 The study focuses on the non-linear nexus between information and communication technology (ICT) development and economic growth...

... 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Thai stock market Calendar anomalies Day-of-the-week effect January effect Monday effect F30 G14 G40 The January effect is also attributed to several sources such as year...

... stability amidst surging capital inflows. F30 F32 F36 The literature on surges of capital flows highlights that changes in global and domestic factors can cause surges to end painfully through output contractions and crises. Previous studies have identified two channels in which surges lead...

... the role of informational spillovers in exchange rate markets and also explores the employment of advanced econometric methodologies to satisfy the above research goal. Contagion effects Exchange rates Information spillovers Parametric and non-parametric methodologies Currency markets F41 F30...